What were the pivotal historical differences in the Man in the High Castle universe vs the "alternate" universe (our universe) where the Allies won? Is this ever alluded to in the show, as to how the Nazis and the Japanese managed to conquer the world, and how the Allies never really formed?
I don't recall which episodes specifically, but the two major events we are told:
- Franklin D. Roosevelt was assassinated (presumably by Giuseppe Zangara).
- The Nazis dropped an atomic bomb on Washington DC.
On a lesser scale, Hitler was watching the films, and thus learning from the ways he was defeated in alternate universes.